+213.4%
BOTJ vs VT
+221.4%
-8.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | +5.6% | +1.0% | +4.6% | +5.4% |
| 30D | +3.7% | -0.2% | +3.9% | +3.7% |
| 3M | +16.4% | +4.5% | +11.9% | +15.1% |
| 6M | +42.0% | +14.1% | +28.0% | +37.3% |
| YTD | +53.5% | +14.8% | +38.7% | +48.0% |
| 1Y | +86.4% | +21.2% | +65.2% | +77.2% |
| 3Y | +183.9% | +76.6% | +107.3% | +145.1% |
| 5Y | +130.7% | +66.6% | +64.1% | +102.0% |
| 10Y | +213.4% | +222.3% | -8.9% | +141.4% |
| All | +213.4% | +221.4% | -8.1% | +141.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling